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Estimating the parametric component of nonlinear partial spline model

JOURNAL ARTICLE published September 2008 in Journal of Multivariate Analysis

Authors: Tzee-Ming Huang | Hung Chen

https://doi.org/10.1016/j.jmva.2008.01.007 Actions

Parametric tail copula estimation and model testing

JOURNAL ARTICLE published July 2008 in Journal of Multivariate Analysis

Authors: Laurens de Haan | Cláudia Neves | Liang Peng

https://doi.org/10.1016/j.jmva.2007.08.003 Actions

Nonparametric inference under competing risks and selection-biased sampling

JOURNAL ARTICLE published April 2008 in Journal of Multivariate Analysis

Authors: Jean-Yves Dauxois | Agathe Guilloux

https://doi.org/10.1016/j.jmva.2007.02.001 Actions

Wishartness and independence of matrix quadratic forms in a normal random matrix

JOURNAL ARTICLE published March 2008 in Journal of Multivariate Analysis

Authors: Jianhua Hu

https://doi.org/10.1016/j.jmva.2007.01.012 Actions

Detecting abrupt changes in a piecewise locally stationary time series

JOURNAL ARTICLE published February 2008 in Journal of Multivariate Analysis

Authors: Michael Last | Robert Shumway

https://doi.org/10.1016/j.jmva.2007.06.010 Actions

Frontier estimation via kernel regression on high power-transformed data

JOURNAL ARTICLE published March 2008 in Journal of Multivariate Analysis

Authors: Stéphane Girard | Pierre Jacob

https://doi.org/10.1016/j.jmva.2006.11.006 Actions

Adaptive estimation of the transition density of a particular hidden Markov chain

JOURNAL ARTICLE published May 2008 in Journal of Multivariate Analysis

Authors: Claire Lacour

https://doi.org/10.1016/j.jmva.2007.04.006 Actions

Copulas & Multivariate Extremes

BOOK CHAPTER published 2019 in Multivariate Extreme Value Theory and D-Norms

Authors: Michael Falk

https://doi.org/10.1007/978-3-030-03819-9_3 Actions

Score tests for covariate effects in conditional copulas

JOURNAL ARTICLE published July 2017 in Journal of Multivariate Analysis

Research funded by IAP Research Network (P7/06) | KU Leuven (GOA/12/014)

Authors: Irène Gijbels | Marek Omelka | Michal Pešta | Noël Veraverbeke

https://doi.org/10.1016/j.jmva.2017.05.001 Actions

Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions

JOURNAL ARTICLE published October 2015 in Journal of Multivariate Analysis

Authors: Georg Mainik

https://doi.org/10.1016/j.jmva.2015.07.008 Actions

Model robust inference with two-stage maximum likelihood estimation for copulas

JOURNAL ARTICLE published May 2019 in Journal of Multivariate Analysis

Authors: Vinnie Ko | Nils Lid Hjort

https://doi.org/10.1016/j.jmva.2019.01.004 Actions

A Characterization of Quasi-copulas

JOURNAL ARTICLE published May 1999 in Journal of Multivariate Analysis

Authors: C. Genest | J.J. Quesada Molina | J.A. Rodrı́guez Lallena | C. Sempi

https://doi.org/10.1006/jmva.1998.1809 Actions

MULTIVARIATE PROBABILITY DISTRIBUTIONS

BOOK CHAPTER published December 2008 in A First Course in Probability and Statistics

https://doi.org/10.1142/9789812836557_0005 Actions

Ordering properties of order statistics from random variables of Archimedean copulas with applications

JOURNAL ARTICLE published January 2015 in Journal of Multivariate Analysis

Authors: Xiaohu Li | Rui Fang

https://doi.org/10.1016/j.jmva.2014.09.016 Actions

Multivariate Repeated Measures

BOOK CHAPTER published 2016 in Using R With Multivariate Statistics

https://doi.org/10.4135/9781071909768.n6 Actions

New families of estimators and test statistics in log-linear models

JOURNAL ARTICLE published September 2008 in Journal of Multivariate Analysis

Authors: Nirian Martín | Leandro Pardo

https://doi.org/10.1016/j.jmva.2008.01.002 Actions

Properties of the singular, inverse and generalized inverse partitioned Wishart distributions

JOURNAL ARTICLE published November 2008 in Journal of Multivariate Analysis

Authors: Taras Bodnar | Yarema Okhrin

https://doi.org/10.1016/j.jmva.2008.02.024 Actions

Nonparametric time series prediction: A semi-functional partial linear modeling

JOURNAL ARTICLE published May 2008 in Journal of Multivariate Analysis

Authors: Germán Aneiros-Pérez | Philippe Vieu

https://doi.org/10.1016/j.jmva.2007.04.010 Actions

A universal strong law of large numbers for conditional expectations via nearest neighbors

JOURNAL ARTICLE published July 2008 in Journal of Multivariate Analysis

Authors: Harro Walk

https://doi.org/10.1016/j.jmva.2007.06.009 Actions

Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family

JOURNAL ARTICLE published January 2008 in Journal of Multivariate Analysis

Authors: Yazo Maruyama | Akimichi Takemura

https://doi.org/10.1016/j.jmva.2007.01.002 Actions
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